Singapore
Multi-strategy investments in stocks, stock index futures and commodity futures
• Personal Investments: Invests 3+ Million USD in equity + commodity with multiple low-correlated strategies, applying both quantitative models and subjective analysis. Annual Return > 45% • Professional collaboration: Works closely with hedge fund presidents/directors and top traders/researchers
• Developed a performance-modified risk parity strategy for FOF portfolio after research in various risk-based asset allocation models • Applied quantitative fund and manager rating to select funds, combined stock and commodity trading strategies to enhance performance of FOF. Out-of-Sample (Sept 2017 - Dec 2018) Annual Return: 40%, Sharpe: 2.1 • Conducted performance attribution analyses of target funds (using linear regression) • Increased quantitative reporting capabilities, by adding comprehensive fund data statistics programs (using Python, R and SQL) • Reduced manual work and shortened operation time from 3 hours to 10 minutes, by automating file reading process and replacing redundant VBA modules with efficient python codes • Built a hedge fund database system
• Created a well-performing value stock strategy based on two stock selection factors and two momentum timing factors. Out-of-Sample Annual Return: 28%, Sharpe: 1.6, adopted by the boss • Designed an aggressive CTA timing strategy based on original self-adaptive trend following methods • Made right trading judgements in AI industry, using knowledge in sector rotation, relative valuation methods and economic moats
• Designed structured fund (A share) selection strategies for existing fund products based on implicit return rate comparison, adopted by the head • Built a one-click program (using Python and Oracle) to visualize credit spreads of corporate bonds (could be sorted by industries, ratings and duration)
• Developed new quantitative timing models based on existing factors • Conducted researches on parameter optimization of existing technical indicators • Trained under manager of sales department, quantitative investment advisors and other investment professionals on: technical analysis & fundamental analysis of equities and commodity futures; multi-factor quantitative models